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Algokid
Feb 6, 2012 3:41 AM
PAIR TRADE( OIL &GAZ)
SEED_ALEXDRAYM_SHORTINTEREST1:CRZO
CRZO
SEED_ALEXDRAYM_SHORTINTEREST1
描述
⋅
Feb 6, 2012 3:41 AM
Correlation : 74 %
Co-integration : .65
long CRZO @ 23.50
short APA @ 101.15
评论
Algokid
⋅
Feb 21, 2012 11:54 PM
closing this pair for a net profit
closing CRZO @ 27.55 for a profit
Covering APA@ 109.96 for a loss
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closing CRZO @ 27.55 for a profit
Covering APA@ 109.96 for a loss